Prominent Asset Management Firm in Chicago is seeking an experienced Matlab quantitative developer to help in the portfolio construction of equity long/short portfolios.
The ideal candidate will have the ability to integrate with other members of risk team, to develop the back test framework of the equity portfolio construction process. The role can start with hourly/consulting schedule, and evolve into a full time role.
Ideal candidates should:
• Have strong mathematical, modeling, and quantitative abilities required
• Understand equity risk models, such as Fama-Frech-Carhart 4 factor model, and decile stratification, etc.
• Knowledge/experience of Barra and Axioma a big plus
• Knowledge/experience of portfolio optimization a big plus
• Knowledge/experience of working with large volume of equity related data a plus
• Strong programming experience in Matlab, knowledge of Java and SQL interface in Matlab a plus
• Degree in math, operation research and/or finance
• Strong communication - both verbal and written - required
Balyasny - 2 years ago
copy to clipboard